Cunningham began her dance training in Amarillo,Texas, and then attended the North Carolina School of the Arts for her two final years of high school. After graduation, she began her professional dance career with the San Antonio Ballet. After one season, Cunningham then traveled to Switzerland to dance with the Zurich Ballet under the direction of Patricia Neary. A year later, she moved to New York City, where she performed with the Kathryn Posin Dance and the Connecticut Ballet Theater. She also traveled to Taiwan to perform with The Stars of the Soviet Ballet under the direction of Leonid and Valentina Koslov.

She also found work in television commercials and landed a small part in the movie Crocodile Dundee 2. After this, Cunningham was offered a contract for North Carolina Dance Theatre, where she remained for 17 years as principal dancer. At the North Carolina Dance Theatre, she performed in works such as As Quiet As and The Nutcracker (choreography by Salvatore Aiello), La Mer (choreography by Vincente Nebrada), Concerto Barocco and Four Temperaments (choreography by George Balanchine), and Feast of Ashes (choreography by Alvin Ailey). Choreographers that created original roles for Cunningham include Pierre Bonnefoux, Mark Diamond, Alonso King, Dwight Rhoden, Uri Sands, Nicolo Fonte, and Mark Godden. She also has performed in ballets from the work of Alvin Ailey, Twyla Tharp, Nacho Duato, Agnes deMille, Paul Taylor, William Forsythe, Jaquelin Buglisi, and Donlin Foreman.